Xueyuan Wu
Title
Cited by
Cited by
Year
On a correlated aggregate claims model with Poisson and Erlang risk processes
KC Yuen, J Guo, X Wu
Insurance: Mathematics and Economics 31 (2), 205-214, 2002
1442002
On the first time of ruin in the bivariate compound Poisson model
KC Yuen, J Guo, X Wu
Insurance: Mathematics and Economics 38 (2), 298-308, 2006
802006
A discrete-time risk model with interaction between classes of business
X Wu, KC Yuen
Insurance: Mathematics and Economics 33 (1), 117-133, 2003
532003
On a discrete time risk model with delayed claims and a constant dividend barrier
X Wu, S Li
Insurance Markets and Companies: Analyses and Actuarial Computations 3 (1 …, 2012
28*2012
On the discounted penalty function in a discrete time renewal risk model with general interclaim times
X Wu, S Li
Scandinavian Actuarial Journal 2009 (4), 281-294, 2009
272009
Optimal dividends under reinsurance
CJ Beveridge, DCM Dickson, X Wu
Centre for Actuarial Studies, Department of Economics, University of Melbourne, 2007
122007
Expected discounted dividends in a discrete semi-Markov risk model
M Chen, J Guo, X Wu
Journal of Computational and Applied Mathematics 266, 1-17, 2014
102014
A Bayesian approach to parameter estimation for kernel density estimation via transformations
Q Liu, D Pitt, X Zhang, X Wu
Cambridge University Press, 2011
102011
Assessing the impact of suicide exclusion periods on life insurance
P Yip, D Pitt, Y Wang, X Wu, R Watson, R Huggins, Y Xu
Crisis, 2010
82010
An interaction risk model with delayed claims
X Wu, KC Yuen
The 35th ASTIN Colloquium 17, 2004
72004
On a discrete-time risk model with claim correlated premiums
X Wu, M Chen, J Guo, C Jin
Annals of Actuarial Science 9 (2), 322-342, 2015
62015
Matrix-form Recursions for a family of compound distributions
X Wu, S Li
ASTIN Bulletin 40, 351-368, 2010
62010
Dividend and Capital Injection Optimization with Transaction Cost for Spectrally Negative L\'{e} vy Risk Processes
W Wang, Y Wang, X Wu
arXiv preprint arXiv:1807.11171, 2018
52018
An EM algorithm for Double-Pareto-Lognormal Generalized Linear Model applied to heavy-tailed insurance claims
E Calderín-Ojeda, K Fergusson, X Wu
Risks 5 (4), 60, 2017
52017
On the prediction of claim duration for income protection insurance policyholders
Q Liu, D Pitt, X Wu
Cambridge University Press, 2014
52014
On a discrete-time Sparre Andersen model with phase-type claims
X Wu, S Li
Centre for Actuarial Studies, Department of Economics, University of Melbourne, 2008
52008
On the occupation times in a delayed Sparre Andersen risk model with exponential claims
C Jin, S Li, X Wu
Insurance: Mathematics and Economics 71, 304-316, 2016
42016
Matrix-form recursive evaluation of the aggregate claims distribution revisited
S Kok, X Wu, D Pitt, Y Wang
Annals of Actuarial Science 5 (02), 163-179, 2011
3*2011
A Projection of Future Hospitalisation Needs in a Rapidly Ageing Society: A Hong Kong Experience
X Wu, C Law, PSF Yip
International journal of environmental research and public health 16 (3), 473, 2019
22019
On the compound binomial risk model with delayed claims and randomized dividends
KP Wat, KC Yuen, WK Li, X Wu
Risks 6 (1), 6, 2018
22018
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